BNP Paribas Call 800 AVS 20.12.20.../  DE000PC83577  /

Frankfurt Zert./BNP
01/08/2024  08:21:17 Chg.0.000 Bid09:03:30 Ask08:41:32 Underlying Strike price Expiration date Option type
0.190EUR 0.00% 0.190
Bid Size: 20,000
-
Ask Size: -
ASM INTL N.V. E... 800.00 EUR 20/12/2024 Call
 

Master data

WKN: PC8357
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASM INTL N.V. EO-,04
Type: Warrant
Option type: Call
Strike price: 800.00 EUR
Maturity: 20/12/2024
Issue date: 30/04/2024
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 28.89
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.37
Parity: -1.93
Time value: 0.21
Break-even: 821.00
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 1.18
Spread abs.: 0.07
Spread %: 50.00%
Delta: 0.23
Theta: -0.20
Omega: 6.65
Rho: 0.46
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.75%
1 Month
  -62.75%
3 Months
  -24.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.140
1M High / 1M Low: 0.590 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.406
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   277.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -